Jean luc prigent (88 resultados)

Condición: Sehr gut. XIV, 422 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 756 gebundene Ausgabe gebundene Ausgabe.…

Paris, Éditions de la Différence, collection Les Essais, 2003. In-8 broché, 190 pages.

Condición: fine. l'article peut presenter de tres legers signes d'usure, petites rayures ou imperfections esthetiques. vendeur professionnel; envoi soigne en 24/48h.

Condición: New. A brand new book in pristine condition. Showing zero signs of shelf wear, creases, or damage.

Couverture souple. Condición: Bon. Edition originale. Paris, Éditions de la différence, Les essais, 2003. In-8 broché, 190pp. 8 planches hors texte en couleurs. couverture légèrement défraichie, ex-dono. Bon exemplaire.

Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

TAPA DURA. Condición: New.

Couverture souple. Condición: Très bon. Pas de jaquette. Editions Carte Blanche, 2007 - In-8° carré broché, couv. cart. à rabats, illustrations en noir (dessins et photos), 94 pp., très bon état.

Marseille, comité de rédaction: Henri Deluy, Jean-Charles Depaule, Liliane Giraudon et Jean-Jacques Viton. Un volume 16x24cm broché sous couverture illustrée en couleurs avec bandeau d'annonce. 80 pages avec un hors texte de Mina Loy. Édition originale. bon état. Importante revue de poésie qui prend la suite de Banana Split. La publication continue et atteint à ce jour 54 numéros. Livres.…

Hardcover. Condición: Very Good. 1. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

Condición: New. pp. x + 634 1st Edition.

Couverture rigide. Condición: Neuf. #Relié : 644 pages #Parution : mars 2008 #Résumé : This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in Economics, as a high level one. The first half of the book examines ways to manage risk and compute value-at-risk for exchange risk associated to debt portfolios and portfolios of equity. It also covers the Basel II framework implementation and securitisation. The effects of volatility and risk on the valuation of financial assets are further studied in detail. The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book.…

Condición: New. pp. x + 634 Illus.

Condición: New.

Condición: New.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: As New. Unread book in perfect condition.

Couverture souple. Condición: Très bon. Bruxelles, Amenophis, n°5 janvier 1970. Broché, 20 cm x 21 cm, 42 pages, illustrations noir & blanc in et hors-texte. Texte et illustrations de Pierre Chabert, Vahe Godel, Jose Goemaere, Marie-Claire Gouat, Robert Kayser, Jacques Lepage, Jean-Marie Le Sidaner, Lucifer, André Miguel, Cécile Miguel, Jean-Claude Moineau, André Morlain, Michèle Perfetti, Christian Prigent, Gaston Puel, Pierre Puttemans, Vincent Rougier, jean-Luc Steinmetz, Christian Tobas, Albin Tzaut, Michel Vachey, Jean-Pierre Verheggen. Très bon état. …

Condición: New.

hardcover. Condición: Very Good. In fine condition, with some shelf-wear on the cover, clean pages.

Condición: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

hardcover. Condición: New. In shrink wrap. Looks like an interesting title.

hardcover. Condición: New. In shrink wrap. Looks like an interesting title.

Hardcover. Condición: New. In shrink wrap. Looks like an interesting title.

Condición: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed.…

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed.…

Condición: New. pp. 440.